+1,908.9%
ADM vs HSY
+4,402.6%
-2,493.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +3.8% | -3.3% | +7.1% | +5.1% |
| 30D | +9.8% | -2.8% | +12.6% | +10.8% |
| 3M | +2.1% | -4.5% | +6.6% | +3.2% |
| 6M | +27.5% | -24.2% | +51.7% | +40.0% |
| YTD | +50.2% | -2.7% | +52.9% | +49.4% |
| 1Y | +40.6% | -3.7% | +44.3% | +40.0% |
| 3Y | +17.2% | -11.5% | +28.7% | +18.4% |
| 5Y | +61.9% | +10.3% | +51.5% | +49.4% |
| 10Y | +159.3% | +122.1% | +37.2% | +82.1% |
| All | +1,908.9% | +4,402.6% | -2,493.8% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HSY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling